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\begin{tabular}{ll|ll|llll|ll|llll|ll|llll}\hline
 & & \multicolumn{6}{|c|}{$n=100$} & \multicolumn{6}{|c|}{$n=500$} & \multicolumn{6}{|c}{$n=\infty$} \\ \cline{3-20} 
 & & \multicolumn{2}{|c|}{identified} & \multicolumn{4}{|c|}{prior} & \multicolumn{2}{c}{identified} & \multicolumn{4}{|c|}{prior} & \multicolumn{2}{c}{identified} & \multicolumn{4}{|c}{prior}  \\ \cline{5-8} \cline{11-14} \cline{17-20} 
 $Y_{1}$ & $Y_{2}$ & \multicolumn{2}{|c|}{interval} & 1 & 2 & 3 & 4 & \multicolumn{2}{|c|}{interval} & 1 & 2 & 3 & 4 & \multicolumn{2}{|c|}{interval} & 1 & 2 & 3 & 4 \\ \hline 
-2.50 & 2.50  & 0.00 & 1.00  & 0.50 & 0.50 & 0.01 & 0.99  & 0.00 & 1.00  & 0.50 & 0.50 & 0.01 & 0.99  & 0.00 & 1.00  & 0.50 & 0.50 & 0.01 & 0.99 \\ \hline 
-0.05 & 0.05  & 0.23 & 0.77  & 0.50 & 0.50 & 0.24 & 0.76  & 0.19 & 0.81  & 0.50 & 0.50 & 0.19 & 0.81  & 0.00 & 1.00  & 0.50 & 0.50 & 0.01 & 0.99 \\ \hline 
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